Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 95 | — |
| Standard deviation | 11.25 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 93 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 97 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.63M | — |
| 3-year earnings growth | 16.48 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.